Scaling transition for nonlinear random fields with long-range dependence

DOI10.1016/j.spa.2016.12.011zbMath1373.60089arXiv1603.05222OpenAlexW2299125783MaRDI QIDQ2360249

Vytautė Pilipauskaitė, Donatas Surgailis

Publication date: 30 June 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.05222

zbMATH Keywords

Appell polynomialsfractional Brownian sheetmultiple Itô-Wiener integralanisotropic long-range dependencescaling transitionfractionally integrated random field

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)

Related Items (15)

Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence ⋮ Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\) ⋮ Aggregation of network traffic and anisotropic scaling of random fields ⋮ Local scaling limits of Lévy driven fractional random fields ⋮ Asymptotic spectral theory for spatial data ⋮ Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) ⋮ Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance ⋮ Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis ⋮ On Lamperti type limit theorem and scaling transition for random fields ⋮ Sample covariances of random-coefficient AR(1) panel model ⋮ Operator-scaling Gaussian random fields via aggregation ⋮ Limit theorems for linear random fields with tapered innovations. I: the Gaussian case ⋮ Anisotropic scaling limits of long-range dependent random fields ⋮ Limit theorems for linear random fields with tapered innovations. II: The stable case ⋮ Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments

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